Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -23.37 | — |
| Beta | 1 | — |
| Mean annual return | -2.02 | — |
| R-squared | 83 | — |
| Standard deviation | 23.53 | — |
| Sharpe ratio | -1.22 | — |
| Treynor ratio | -22.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -15.51 | — |
| Beta | 2 | — |
| Mean annual return | 0.13 | — |
| R-squared | 73 | — |
| Standard deviation | 30.44 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -3.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 54.86K | — |
| 3-year earnings growth | 22.35 | — |